+15.1%
DLR vs CPB
-25.8%
+41.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.2% |
| 7D | +5.0% | -5.8% | +10.8% | +4.4% |
| 30D | +3.0% | +16.5% | -13.5% | +4.6% |
| 3M | -6.3% | -1.1% | -5.2% | -6.1% |
| 6M | -4.8% | +11.5% | -16.2% | -3.8% |
| YTD | +21.0% | -15.7% | +36.8% | +20.5% |
| 1Y | +15.1% | -24.7% | +39.8% | +14.2% |
| All | +15.1% | -25.8% | +41.0% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling